Vanguard Advice Select Fund Market Value
| VADGX Fund | USD 30.62 0.22 0.72% |
| Symbol | Vanguard |
Vanguard Advice 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Advice's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Advice.
| 10/11/2024 |
| 11/10/2024 |
If you would invest 0.00 in Vanguard Advice on October 11, 2024 and sell it all today you would earn a total of 0.00 from holding Vanguard Advice Select or generate 0.0% return on investment in Vanguard Advice over 30 days. Vanguard Advice is related to or competes with Vanguard Equity, Vanguard Wellesley, Vanguard Health, Vanguard Wellington, and Vanguard Selected. The fund invests primarily in stocks that tend to offer current dividends More
Vanguard Advice Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Advice's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Advice Select upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5597 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 2.38 | |||
| Value At Risk | (0.75) | |||
| Potential Upside | 0.9244 |
Vanguard Advice Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Advice's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Advice's standard deviation. In reality, there are many statistical measures that can use Vanguard Advice historical prices to predict the future Vanguard Advice's volatility.| Risk Adjusted Performance | 0.1245 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.1402 |
Vanguard Advice Select Backtested Returns
At this stage we consider Vanguard Mutual Fund to be very steady. Vanguard Advice Select owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Advice Select, which you can use to evaluate the volatility of the fund. Please validate Vanguard Advice's Semi Deviation of 0.4054, risk adjusted performance of 0.1245, and Coefficient Of Variation of 592.07 to confirm if the risk estimate we provide is consistent with the expected return of 0.0964%. The entity has a beta of 0.6, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vanguard Advice's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vanguard Advice is expected to be smaller as well.
Auto-correlation | -0.95 |
Near perfect reversele predictability
Vanguard Advice Select has near perfect reversele predictability. Overlapping area represents the amount of predictability between Vanguard Advice time series from 11th of October 2024 to 26th of October 2024 and 26th of October 2024 to 10th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Advice Select price movement. The serial correlation of -0.95 indicates that approximately 95.0% of current Vanguard Advice price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.95 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Vanguard Advice Select lagged returns against current returns
Autocorrelation, which is Vanguard Advice mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vanguard Advice's mutual fund expected returns. We can calculate the autocorrelation of Vanguard Advice returns to help us make a trade decision. For example, suppose you find that Vanguard Advice has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Vanguard Advice regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vanguard Advice mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vanguard Advice mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vanguard Advice mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Vanguard Advice Lagged Returns
When evaluating Vanguard Advice's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vanguard Advice mutual fund have on its future price. Vanguard Advice autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vanguard Advice autocorrelation shows the relationship between Vanguard Advice mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Vanguard Advice Select.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Advice financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Advice security.
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